+494.6%
FERG vs MPC
+1,165.8%
-671.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.6% | +6.6% | +10.7% |
| 7D | +7.3% | -9.4% | +16.8% | +8.6% |
| 30D | +18.1% | -14.3% | +32.4% | +20.2% |
| 3M | +1.6% | +31.1% | -29.5% | -2.2% |
| 6M | +8.5% | +60.3% | -51.7% | +1.4% |
| YTD | +18.6% | +142.5% | -124.0% | +4.0% |
| 1Y | +5.7% | +104.6% | -98.9% | -5.1% |
| 3Y | +74.0% | +191.7% | -117.7% | +47.8% |
| 5Y | +83.9% | +549.2% | -465.3% | +42.9% |
| 10Y | +494.6% | +1,106.2% | -611.6% | +336.2% |
| All | +494.6% | +1,165.8% | -671.2% | +336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling